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稀疏的因子载荷的贝叶斯学习

Bayesian learning of sparse factor loadings
课程网址: http://videolectures.net/bark08_rattray_blospl/  
主讲教师: Magnus Rattray
开课单位: 曼彻斯特大学
开课时间: 2008-10-09
课程语种: 英语
中文简介:
学习稀疏结构在许多应用中都很有用。例如,基因调控网络是稀疏连接的,因为每个基因通常只受少数其他基因调控。在这种情况下,利用稀疏加载矩阵的因子分析模型从基因表达数据中揭示调控网络。在本文中,我将通过计算在大数据维极限下贝叶斯PCA的学习曲线,来检验稀疏先验(如混合先验和L1先验)的性能。这使我们能够解决许多问题,例如,当先验概率与数据生成过程不匹配时,我们如何利用边际似然估计稀疏度?
课程简介: Learning sparse structure is useful in many applications. For example, gene regulatory networks are sparsely connected since each gene is typically only regulated by a small number of other genes. In this case factor analysis models with sparse loading matrices have been used to uncover the regulatory network from gene expression data. In this talk I will examine the performance of sparsity priors, such as mixture and L1 priors, by calculating learning curves for Bayesian PCA in the limit of large data dimension. This allows us to address a number of questions e.g. how well can we estimate sparsity using the marginal likelihood when the prior is not well-matched to the data generating process?
关 键 词: 计算机科学; 机器学习; 贝叶斯学习
课程来源: 视频讲座网
最后编审: 2019-12-17:lxf
阅读次数: 49